CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 0.9782 0.9793 0.0011 0.1% 0.9807
High 0.9782 0.9793 0.0011 0.1% 0.9807
Low 0.9782 0.9773 -0.0009 -0.1% 0.9758
Close 0.9782 0.9773 -0.0009 -0.1% 0.9773
Range 0.0000 0.0020 0.0020 0.0049
ATR 0.0023 0.0023 0.0000 -0.9% 0.0000
Volume 10 10 0 0.0% 35
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9840 0.9826 0.9784
R3 0.9820 0.9806 0.9779
R2 0.9800 0.9800 0.9777
R1 0.9786 0.9786 0.9775 0.9783
PP 0.9780 0.9780 0.9780 0.9778
S1 0.9766 0.9766 0.9771 0.9763
S2 0.9760 0.9760 0.9769
S3 0.9740 0.9746 0.9768
S4 0.9720 0.9726 0.9762
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9926 0.9899 0.9800
R3 0.9877 0.9850 0.9786
R2 0.9828 0.9828 0.9782
R1 0.9801 0.9801 0.9777 0.9790
PP 0.9779 0.9779 0.9779 0.9774
S1 0.9752 0.9752 0.9769 0.9741
S2 0.9730 0.9730 0.9764
S3 0.9681 0.9703 0.9760
S4 0.9632 0.9654 0.9746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9807 0.9758 0.0049 0.5% 0.0011 0.1% 31% False False 7
10 0.9860 0.9758 0.0102 1.0% 0.0008 0.1% 15% False False 4
20 0.9900 0.9758 0.0142 1.5% 0.0004 0.0% 11% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9878
2.618 0.9845
1.618 0.9825
1.000 0.9813
0.618 0.9805
HIGH 0.9793
0.618 0.9785
0.500 0.9783
0.382 0.9781
LOW 0.9773
0.618 0.9761
1.000 0.9753
1.618 0.9741
2.618 0.9721
4.250 0.9688
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 0.9783 0.9776
PP 0.9780 0.9775
S1 0.9776 0.9774

These figures are updated between 7pm and 10pm EST after a trading day.

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